+71.6%
CRH vs ROKU
+83.2%
-11.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.9% |
| 7D | -6.1% | -0.4% | -5.6% | -6.0% |
| 30D | -9.3% | +2.1% | -11.3% | -9.6% |
| 3M | -15.2% | +29.5% | -44.7% | -19.2% |
| 6M | -14.2% | +53.8% | -68.0% | -20.8% |
| YTD | -28.3% | +42.8% | -71.1% | -33.2% |
| 1Y | -21.8% | +60.7% | -82.5% | -28.6% |
| 3Y | +71.6% | +83.9% | -12.3% | +46.8% |
| All | +71.6% | +83.2% | -11.6% | +46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ROKU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling